- build
- currency
Sets the currency of the index.
- dayCount
Sets the day count convention.
- effectiveDateOffset
Sets the number of days to add to the fixing date to obtain the effective date.
In most cases, the
- fixingCalendar
Sets the calendar that the index uses. All dates are calculated with reference
to the same calendar.
- name
Sets the index name, such as 'GBP-SONIA'.
- publicationDateOffset
Sets the number of days to add to the fixing date to obtain the publication
date. In most cases, the
- <init>
- defaultFixedLegDayCount
Sets the default day count convention for the associated fixed leg. A rate index
is often paid again